+296.6%
VIAV vs KGC
+548.3%
-251.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +13.6% | -0.1% | +13.7% | +13.4% |
| 30D | +5.3% | +10.5% | -5.2% | +2.9% |
| 3M | -15.6% | +19.8% | -35.4% | -19.3% |
| 6M | +34.0% | -6.7% | +40.7% | +34.1% |
| YTD | +119.9% | +7.8% | +112.1% | +112.7% |
| 1Y | +235.2% | +35.7% | +199.5% | +211.6% |
| All | +296.6% | +548.3% | -251.7% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling